-20.2%
BKNG vs CPRT
-36.7%
+16.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.8% |
| 7D | -10.7% | -8.4% | -2.2% | -8.0% |
| 30D | -18.1% | +4.6% | -22.7% | -19.6% |
| 3M | +8.5% | -1.9% | +10.5% | +8.3% |
| 6M | -0.1% | -15.3% | +15.3% | +3.6% |
| YTD | -18.2% | -21.5% | +3.2% | -14.3% |
| All | -20.2% | -36.7% | +16.5% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CPRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling